A large financial Service Company based in Sandton, seeks a Quantitative Analyst with:
Job Purpose
To develop and maintain best practice models and assessment strategies in line with regulations (where applicable) in order to facilitate world class risk management and/or attainment of strategic objectives.
Job Responsibilities
- Capital modelling (PD, LGD, EAD)
- Capital reporting, validation, calibration, ad hoc analysis
Essential Qualifications – NQF Level
- Advanced Diplomas/National 1st Degrees in Statistics/Mathematics
Preferred Qualification
- Post graduate degree in Statistics/Mathematics, CFA/ FRM/PRM
Type of Exposure
- Conducting root cause analysis
- Analysing situations or data that requires an in depth evaluation of multiple factors
- Developing ways to minimize risks
- Managing conflict situations
- Influencing stakeholders to obtain buy-in for concepts and ideas
- Sharing information in different ways to increase stakeholders understanding
- Comparing two or more sets of information
- Working with a group to identify alternative solutions to a problem.
- Interacting with diverse people
- Building and maintaining effective relationships with internal and external stakeholders
- Analysing and interpreting quantitative and qualitative data
- Interacting with various levels of management and staff
Minimum Experience Level
- 3years relevant quantitative experience (or similar)
- SAS or SQL experience required
Technical / Professional Knowledge
- Banking knowledge
- Industry trends
- Microsoft Office
- Principles of project management
- Relevant regulatory knowledge
- Relevant software and systems knowledge
- Risk management process and frameworks
- Business writing skills
- Microsoft Excel
- Business Acumen
- Quantitative Skills
Behavioural Competencies
- Applied Learning
- Coaching
- Communication
- Contributing to Team Success
- Decision Making
- Continuous Improvement
- Quality Orientation
- Technical/Professional Knowledge and Skills
For more information please contact Sinisa 011 234 0388, alternatively email your updated CV to Sinisa@esmartgroup.co.za
If you do not receive a response within 2 weeks please consider your application declined.
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